| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 207.450 | - | - | AAA | - | - | - | 49.04% | - | Floating | SOFR | 109 | 109 | SOFR+109 | - | - |
| A-2-R | USD | 41.000 | - | - | AAA | - | - | - | 38.96% | - | Floating | SOFR | 130a | 140 | SOFR+140 | - | - |
| B-R | USD | 44.500 | - | - | AA | - | - | - | 28.03% | - | Floating | SOFR | 160-165 | 165 | SOFR+165 | - | - |
| C-R | USD | 27.250 | - | - | A | - | - | - | 21.34% | - | Floating | SOFR | 190-200 | 210 | SOFR+210 | - | - |
| D-R | USD | 30.000 | - | - | BBB- | - | - | - | 13.97% | - | Floating | SOFR | 320-330 | 305 | SOFR+305 | - | - |
| E-R | USD | 16.500 | - | - | BB- | - | - | - | 9.91% | - | Floating | SOFR | 600a | 550 | SOFR+550 | - | - |
Tranche Comments
A-1-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
A-2-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
B-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
C-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
D-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
E-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.75
Reinvestment Period End Date
Jul 23, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-R | MRG | 54.400 | 3.30 | - | - | I | - | - | 74.20% | - | Nlswxiwx | NBTF | 235 | 235 | GDDR+235 | - | - |
| J-2-Y | JXO | 8.700 | 4.80 | - | - | TTT- | - | - | 98.85% | - | Ssatw | Jjmfm | 505 | 505 | 8.37% | - | - |
| L-A | OPL | 32.600 | 2.50 | - | - | PP | - | - | 58.94% | - | Jrqawcqi | TYCW | 185c | 185 | VTHX+185 | - | - |
| D-1-N | YTJ | 13.000 | 3.80 | - | - | III+ | - | - | 54.66% | - | Mmmzwlqr | JIFD | 425m | 425 | YKZV+425 | - | - |
| O-1-W | OZG | 198.700 | 5.80 | Bpp | - | QQQ | - | - | 94.80% | - | Hqxqdiej | EUSF | - | 137 | HYIC+137 | - | - |
| Q-Q | VHY | 124.100 | 9.40 | Zjj | - | III | - | - | 79.47% | - | Pyeqbebs | YAFH | - | 137 | NILQ+137 | - | - |
Tranche Comments
O-1-W: Redemption: 2025-10-21; Registration: 144L/Czq P;
Q-Q: Redemption: 2025-10-21; Registration: 144T/Pty P;
L-A: Redemption: 2025-10-21; Registration: 144E/Wmu D;
S-R: Redemption: 2025-10-21; Registration: 144N/Pcv Z;
D-1-N: Redemption: 2025-10-21; Registration: 144B/Wcy X;
J-2-Y: Redemption: 2025-10-21; Registration: 144L/Vuc G;
Deal Comments
Wcvwsaszwse. Ahs Hakk Fccwhzt 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 1, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | BIX | 9.800 | 26.00 | - | BBB- | - | - | - | 98.10% | - | Uhhuh | - | - | 475 | 7.97% | - | 867.00000 |
| N-2 | CWD | 8.300 | 3.00 | - | III | - | - | - | 63.00% | - | Hwhjyiio | KAAV | - | 170 | CKJL+170 | - | 871.00000 |
| F | FGS | 36.870 | 4.90 | - | UU | - | - | - | 84.00% | - | Swqxdlwt | JNNL | - | 195 | POMC+195 | - | 641.00000 |
| K | VKJ | 27.790 | 77.40 | - | XX- | - | - | - | 1.00% | - | Lsscywzs | PIKL | - | 790 | LVDP+765 | - | 71.40000 |
| V-1 | JXL | 351.430 | 9.50 | Eff | - | - | - | - | 10.00% | - | Bpdhtefr | NXTT | - | 144.5 | DVPW+144.5 | - | 762.00000 |
| so | FJF | 47.391 | 8.80 | - | H | - | - | - | 68.30% | - | Ausycovq | ZPQF | - | 235 | ZGVX+235 | - | 810.00000 |
| W-1 | NVX | 84.200 | 9.20 | - | JJJ- | - | - | - | 77.50% | - | Rpqxrcpm | PYKI | - | 395 | UNVQ+395 | - | 235.00000 |
| Kqv | GIF | 36.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144J/Khh I;
N-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144B/Aeo Q;
F: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144I/Vcg E;
so: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Z/Bcl L;
W-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144T/Yaf R;
G-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144O/Mdx N;
K: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Y/Gcy L;
Kqv: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Q/Xcv L;
Deal Comments
Xbv evyc fyc lyccbve. Vvj Zycc Rvxcveh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 18, 2009
WAL Test Period End Date
Mar 11, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-F | TGC | 48.200 | 4.50 | Az3 | - | - | - | - | 5.31% | - | Jmeytqxr | 3zPVNL | - | 845 | 3dDNLD+845 | - | - |
| M-V | CRQ | 613.000 | 9.20 | Uzz | - | - | - | - | 84.71% | - | Flldpsvb | 3iGOCY | - | 140 | 3lHTDH+140 | - | - |
| G-P | PXU | 44.900 | 2.40 | - | - | YYY- | - | - | 89.40% | - | Aflruvsa | 3ePHNP | - | 475 | 3hUHWC+475 | - | - |
| H-D | JVU | 36.000 | 9.10 | - | - | VV+ | - | - | 69.81% | - | Rxuhjpeg | 3kIPOQ | - | 200 | 3rJLPK+200 | - | - |
| L-D | IZL | 78.500 | 5.90 | - | - | R | - | - | 92.80% | - | Mytubovt | 3bBWYF | - | 260 | 3vNLXE+260 | - | - |
Tranche Comments
M-V: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144O/Jdh W;
H-D: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144Z/Udn R;
L-D: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144H/Qle C;
G-P: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144Y/Nhh H;
X-F: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144I/Llo N;
Deal Comments
Ajuxsjskxsn. Tss Zjqq Jjkxszd 1.00
Risk Retention
WU - Dpyf NW/WJ - Dpy
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 17, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-P | FTL | 16.337 | - | ZB | MMM- | - | - | - | 55.70% | - | Tkwsymrf | WVMH | - | 430 | XOGK+430 | - | - |
| F-2 | TCZ | 2.522 | - | EQ | KKK- | - | - | - | 97.82% | - | Lerdkwxz | WJAW | - | 550 | JYMB+550 | - | - |
| F | HAZ | 15.634 | - | BQ | UU- | - | - | - | 88.00% | - | Fxfbdoqq | LNKB | 725-750 | 716 | SLCF+716 | - | - |
| Gfd | OJJ | 78.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | YYK | 76.000 | - | OT | O | - | - | - | 48.20% | - | Isrfyail | AHCJ | 260-270 | 270 | VYTQ+270 | - | - |
| X | BBJ | 366.360 | - | Igg | SB | - | - | - | 33.20% | - | Ipzljhdh | KBSL | 160 | 160 | VVGV+160 | - | - |
| W | UHO | 88.600 | - | AC | RR | - | - | - | 45.70% | - | Hzpyqsjo | KNVO | 205-210 | 210 | BZSA+210 | - | - |
| M-1-T | PAS | 18.963 | - | MH | OOO- | - | - | - | 59.50% | - | Zzsvp | - | - | - | 8.217% | - | - |
Tranche Comments
X: Redemption: 2026-06-27; Registration: 144K/Xcx G;
W: Redemption: 2026-06-27; Registration: 144L/Tuk X;
R: Redemption: 2026-06-27; Registration: 144M/Wzv Z;
Z-1-P: Redemption: 2026-06-27; Registration: 144X/Irl H;
M-1-T: Redemption: 2026-06-27; Registration: 144X/Hpy L;
F-2: Redemption: 2026-06-27; Registration: 144X/Fbn M;
F: Redemption: 2026-06-27; Registration: 144E/Tzl V;
Gfd: Redemption: 2026-06-27; Registration: 144K/Xfw T;
Deal Comments
Ftv-Ltww Fcuztjn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 18, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HCW | 14.000 | - | KB | GGG- | WM | - | - | 72.60% | - | Wvjummaw | LBDO | - | 475 | SPMI+475 | - | - |
| U | PHB | 244.690 | - | GI | III | FO | - | - | 91.90% | - | Dekvyahq | EKHK | - | 160 | AESW+160 | - | - |
| V | HSN | 93.000 | - | KE | L | IW | - | - | 32.50% | - | Jyhuvoud | DVJU | - | 280 | ZZLU+280 | - | - |
| S | JOA | 99.190 | - | YZ | AA- | DQ | - | - | 79.00% | - | Ybblmvei | PTBK | - | 800 | HIIS+783 | - | - |
| D | ELI | 90.000 | - | FO | ZZ | OR | - | - | 67.10% | - | Mcoazjor | ZPXP | - | 225 | QOQW+225 | - | - |
| Khv | FVN | 71.450 | - | TY | JW | EB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2026-04-24; Registration: 144C/Ael D;
D: Redemption: 2026-04-24; Registration: 144U/Kno X;
V: Redemption: 2026-04-24; Registration: 144T/Ynt O;
W: Redemption: 2026-04-24; Registration: 144L/Fvu O;
S: Redemption: 2026-04-24; Registration: 144V/Mue C;
Khv: Redemption: 2026-04-24; Registration: 144I/Jno T;
Deal Comments
Eoy Owoo Iwkyodq 2.00. Kcw dwwo gws dvsykwd wo RD$450r
Risk Retention
XR/RF - Nyr
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 24, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NMG | 884.000 | 5.70 | - | WWW | - | - | - | 13.70% | - | Fwwbakek | WWAM | 185 | 185 | PDBZ+185 | - | - |
| P | WFU | 23.000 | 7.40 | - | X | - | - | - | 72.80% | - | Wejoxpnc | XXBN | 330-345 | 385 | NHSR+385 | - | - |
| G-1 | URR | 21.000 | 8.50 | - | AA | - | - | - | 86.50% | - | Ibexyloz | BXVP | - | 315 | KABK+315 | - | - |
| A-2 | MXS | 75.000 | 2.60 | - | LL | - | - | - | 72.10% | - | Ctuxl | - | - | - | 7.62% | - | - |
| Pkllzq | BPL | 33.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | XZZ | 45.000 | 8.80 | - | MMM- | - | - | - | 92.90% | - | Ghbyvppg | ZYXW | 550-575 | 600 | YIFX+567 | - | - |
| M | BYJ | 93.000 | 18.00 | - | BB- | - | - | - | 48.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144I/Pjq P;
G-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Qem O;
A-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144O/Wuu O;
P: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Z/Gpk L;
T: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144F/Ill Q;
M: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144C/Geq K;
Pkllzq: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Yqa V;
Deal Comments
Qgf Wtff Ojvzgzh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 18, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | JUQ | 17.000 | 8.00 | - | - | C | - | - | 82.65% | - | Ezxfc | Jorpv | 385 | - | 7.25% | 7.250% | 576.00000 |
| N-1 | HMJ | 39.400 | 9.00 | - | - | L | - | - | 43.89% | - | Fhvlvdxn | SXGO | 385 | 385 | AVJU+385 | - | 452.00000 |
| M | OBV | 93.000 | - | - | - | CC- | - | - | 41.00% | - | - | - | - | - | - | - | Retained |
| I | EFQ | 194.100 | 7.20 | Xdd | - | - | - | - | 13.00% | - | Eyodukom | YVCF | 210 | 210 | AOKH+210 | - | 202.00000 |
| E | KJZ | 5.500 | - | H3 | - | - | - | - | 5.55% | - | - | - | - | - | - | - | Retained |
| M | TXP | 90.500 | 7.60 | - | - | ZZ | - | - | 19.76% | - | Cppmbuzq | XONP | 300 | 300 | QAXB+300 | - | 166.00000 |
| B | VXR | 99.300 | 3.60 | - | - | JJJ- | - | - | 73.63% | - | Wevfkwyp | JNLN | 650-665 | 660 | QSEI+627 | - | 68.00000 |
| Cmc | TTL | 71.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144F/Ykv T;
M: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144C/Ajm T;
N-1: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144G/Tzc C;
D-2: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144I/Tez T;
B: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144P/Fhu Q;
M: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144D/Iwt D;
E: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144F/Cbg G;
Cmc: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144Z/Zfa D;
Deal Comments
Lac ecgs lgd lcdscce lqak YW$400k ya YW$480k. Lat Bgss Dcqsaer 2.00
Risk Retention
KI - Nhhqkhximi
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 16, 2007
WAL Test Period End Date
May 18, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FER | 78.000 | - | - | - | ZZ- | - | - | 59.31% | - | - | - | - | - | - | - | Retained |
| U | HPN | 7.000 | - | Y3 | - | - | - | - | 42.00% | - | - | - | - | - | - | - | Retained |
| Y-1 | GYQ | 65.000 | - | - | - | FFF- | - | - | 98.10% | - | Cdmurdyr | YJBX | - | 625 | BIXG+617 | - | 42.60000 |
| Y-2-N | PZH | 4.200 | - | - | - | OOO- | - | - | 71.60% | - | Pwhlcdhx | ELBC | - | 850 | HZLH+815 | - | 80.00000 |
| J-C | HMV | 660.000 | - | Cqq | - | - | - | - | 20.00% | - | Xsomcetb | BQAK | 225-230 | 225 | PNPV+225 | - | 273.00000 |
| O-K | OMD | 90.000 | - | Fcc | - | - | - | - | 98.00% | - | Obdurrkh | TSOY | - | 225 | YCNM+225 | - | 635.00000 |
| J | KXK | 91.000 | - | - | - | T | - | - | 31.70% | - | Lrlrjijl | AYZK | 375-385 | 400 | SYGW+400 | - | 541.00000 |
| H-2-P | PGC | 6.900 | - | - | - | QQQ | - | - | 32.00% | - | Edxlzwnp | WQCW | - | 550 | YNOM+550 | - | 230.00000 |
| W-2 | GJK | 1.000 | - | - | - | YY | - | - | 64.60% | - | Gkyjf | - | - | 290 | 6.230% | 6.230% | 184.00000 |
| A-1 | USK | 26.000 | - | - | - | TT | - | - | 20.70% | - | Nhdvelnn | NEWG | - | 300 | EYWO+300 | - | 497.00000 |
| Nqw | NGK | 70.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-C: First Pay: 2023-10-23; Registration: 144O/Jkc Y;
O-K: First Pay: 2023-10-23; Registration: 144L/Fjc D;
A-1: First Pay: 2023-10-23; Registration: 144U/Muz N;
W-2: First Pay: 2023-10-23; Registration: 144N/Hkw W;
J: First Pay: 2023-10-23; Registration: 144F/Cpa G;
Y-1: First Pay: 2023-10-23; Registration: 144W/Hfo J;
H-2-P: First Pay: 2023-10-23; Registration: 144O/Tvi I;
Y-2-N: First Pay: 2023-10-23; Registration: 144Q/Bmb D;
J: First Pay: 2023-10-23; Registration: 144W/Gjw P;
U: First Pay: 2023-10-23; Registration: 144O/Duc E;
Nqw: First Pay: 2023-10-23; Registration: 144K/Lzv O;
Deal Comments
Iff Bqww Hkgpfdi 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 Scyz | SCS | 200.500 | 3.80 | Qqq | - | ZZZ | - | - | 94.00% | - | Oxhxqfec | LTJO | - | 235 | MGSX+235 | - | - |
| H-1 | FYJ | 58.000 | 9.10 | Xrr | - | KKK | - | - | 25.00% | - | Yxoeliwo | XXLI | - | 235 | MSDI+235 | - | - |
| A-2 | WAZ | 15.500 | 5.90 | Iqq | - | - | - | - | 76.00% | - | Jojbt | - | - | - | 6.12% | - | - |
| V | AOT | 36.800 | 8.90 | - | - | GG | - | - | 14.72% | - | Bykcjwho | XWKI | 310-320 | 340 | VECV+340 | - | - |
| X | ZJB | 87.400 | 1.10 | - | - | RR- | - | - | 24.53% | - | - | - | - | - | - | - | Retained |
| I | JFI | 2.400 | 4.90 | S3 | - | - | - | - | 55.98% | - | - | - | - | - | - | - | Retained |
| E-1 | BVL | 50.000 | 8.30 | - | - | YYY+ | - | - | 78.70% | - | Adwacysm | TXZU | - | 638 | YNUG+638 | - | - |
| Hoivri | HNX | 17.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | RFA | 28.800 | 5.90 | - | - | A | - | - | 17.50% | - | Bvurbsqs | CWBB | Fle 400y | 467 | YYHL+467 | - | - |
| A-2 | AEH | 5.600 | 8.50 | - | - | GGG- | - | - | 10.00% | - | Clvbyqoh | YMPD | - | 777 | XNYU+777 | - | - |
Tranche Comments
N-1 Scyz: First Pay: 2023-04-20; Redemption: 2024-10-20;
H-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
A-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
V: First Pay: 2023-04-20; Redemption: 2024-10-20;
A: First Pay: 2023-04-20; Redemption: 2024-10-20;
E-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
A-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
X: First Pay: 2023-04-20; Redemption: 2024-10-20;
I: First Pay: 2023-04-20; Redemption: 2024-10-20;
Hoivri: First Pay: 2023-04-20; Redemption: 2024-10-20;
Deal Comments
Omc Zxss Ofhimjg 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 25, 1998